need commit to update repository

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DaM
2026-03-09 07:59:49 +01:00
parent ca36383bb3
commit f3de09067e
27 changed files with 1134 additions and 459 deletions

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@@ -1,5 +1,5 @@
from itertools import product
from src.strategies.moving_average import MovingAverageCrossover
from src.strategies.ma_crossover import MovingAverageCrossover
class MACrossoverOptimization:

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@@ -1,26 +0,0 @@
from itertools import product
from src.strategies.trend_filtered import TrendFilteredMACrossover
class TrendFilteredMAOptimization:
name = "TrendFiltered_MA"
@staticmethod
def parameter_grid():
fast = [10, 15, 20, 25, 30]
slow = [40, 50, 60, 80, 100]
adx = [15, 20, 25, 30]
min_gap = 15
for f, s, a in product(fast, slow, adx):
if s - f >= min_gap:
yield {
"fast_period": f,
"slow_period": s,
"ma_type": "ema",
"adx_threshold": a,
}
@staticmethod
def build_strategy(params):
return TrendFilteredMACrossover(**params)